In [3]:
norm_prices = df.divide(df.iloc[0])
plt.figure(figsize = (15, 10))
plt.plot(norm_prices)
plt.xlabel('days')
plt.title('Performance of cryptocurrencies')
plt.legend(symbols)
plt.show()
result_list = []
for a1 in df.columns:
for a2 in df.columns:
if a1 != a2:
test_result = ts.coint(df[a1], df[a2])
if test_result[1] < 0.05:
print(a1 + ' and ' + a2 + ': p-value = ' + str(test_result[1]))
result_list.append((a1, a2, test_result[1]))
ETHUSDT and BNBUSDT: p-value = 0.03979705332444582 ETHUSDT and FETUSDT: p-value = 0.009294446232473275 ETHUSDT and ATOMUSDT: p-value = 0.023721913440312683 BNBUSDT and ETHUSDT: p-value = 0.04184327180902625 BNBUSDT and ONEUSDT: p-value = 0.017484822695047326 BNBUSDT and TFUELUSDT: p-value = 0.03356023967788704 BNBUSDT and ONGUSDT: p-value = 0.017847752585666694 BNBUSDT and HOTUSDT: p-value = 0.03491978636054913 BNBUSDT and FETUSDT: p-value = 0.04605206033659679 BNBUSDT and CELRUSDT: p-value = 0.018390725167988196 BNBUSDT and ENJUSDT: p-value = 0.02378173173397498 BNBUSDT and MATICUSDT: p-value = 0.038107528953613565 NEOUSDT and TFUELUSDT: p-value = 0.0001684619737509815 NEOUSDT and HOTUSDT: p-value = 0.018482944552887164 NEOUSDT and ZILUSDT: p-value = 0.025957842103161946 NEOUSDT and THETAUSDT: p-value = 2.6834950126713157e-07 LTCUSDT and BTCUSDT: p-value = 0.03861984946462687 LTCUSDT and IOTAUSDT: p-value = 0.0190484896026411 LTCUSDT and XLMUSDT: p-value = 0.00039515054718914565 LTCUSDT and LINKUSDT: p-value = 0.023626770115257142 LTCUSDT and HOTUSDT: p-value = 0.02270910710538569 LTCUSDT and DASHUSDT: p-value = 0.037130944648229205 LTCUSDT and THETAUSDT: p-value = 0.0049038902107652535 QTUMUSDT and XRPUSDT: p-value = 0.002068743693094537 QTUMUSDT and IOTAUSDT: p-value = 0.039439864713502595 QTUMUSDT and TRXUSDT: p-value = 0.0009494412427422837 QTUMUSDT and VETUSDT: p-value = 5.750227045449944e-07 QTUMUSDT and TFUELUSDT: p-value = 0.0026478830807722363 QTUMUSDT and ONGUSDT: p-value = 0.011115515789367385 QTUMUSDT and HOTUSDT: p-value = 0.005188872840633854 QTUMUSDT and FETUSDT: p-value = 0.02951079586175383 QTUMUSDT and IOSTUSDT: p-value = 0.022130442055890796 QTUMUSDT and THETAUSDT: p-value = 0.024360651013119284 QTUMUSDT and MITHUSDT: p-value = 0.027273624370269516 ADAUSDT and XRPUSDT: p-value = 0.01971460129509219 ADAUSDT and TRXUSDT: p-value = 0.02139791637103016 ADAUSDT and ETCUSDT: p-value = 0.03118277971751873 ADAUSDT and TFUELUSDT: p-value = 0.027996314636212844 ADAUSDT and WAVESUSDT: p-value = 0.0013823147822238965 ADAUSDT and ONGUSDT: p-value = 0.016643063312515333 ADAUSDT and FETUSDT: p-value = 0.030067423675781437 XRPUSDT and ETHUSDT: p-value = 0.02806745065597914 XRPUSDT and QTUMUSDT: p-value = 0.0019710604550154083 XRPUSDT and ADAUSDT: p-value = 0.0036084920210760424 XRPUSDT and TRXUSDT: p-value = 0.018731069225657326 XRPUSDT and ETCUSDT: p-value = 0.0004999416610815064 XRPUSDT and VETUSDT: p-value = 0.005430641191097184 XRPUSDT and TFUELUSDT: p-value = 0.000266862309213268 XRPUSDT and WAVESUSDT: p-value = 0.00017691577044526874 XRPUSDT and ONGUSDT: p-value = 0.0006468358243263375 XRPUSDT and HOTUSDT: p-value = 0.0012997328944727162 XRPUSDT and FETUSDT: p-value = 0.00988895178131794 XRPUSDT and IOSTUSDT: p-value = 0.02642596059284993 XRPUSDT and CELRUSDT: p-value = 0.028846465286064105 XRPUSDT and OMGUSDT: p-value = 0.04074986299658593 XRPUSDT and THETAUSDT: p-value = 0.02785341862538615 EOSUSDT and NEOUSDT: p-value = 0.02300261222562835 EOSUSDT and DASHUSDT: p-value = 0.008918973028747761 EOSUSDT and THETAUSDT: p-value = 0.00794462771128663 EOSUSDT and MITHUSDT: p-value = 0.0035939507098718742 ONEUSDT and ETHUSDT: p-value = 0.016386947078835534 ONEUSDT and BNBUSDT: p-value = 0.013842476445799378 ONEUSDT and CELRUSDT: p-value = 0.025676002111995933 ONEUSDT and MATICUSDT: p-value = 0.01227388094164617 ONEUSDT and ATOMUSDT: p-value = 0.034590560428888924 IOTAUSDT and LTCUSDT: p-value = 0.020450499774643312 IOTAUSDT and TFUELUSDT: p-value = 0.016968931820513032 IOTAUSDT and ONGUSDT: p-value = 0.020319254508973095 IOTAUSDT and HOTUSDT: p-value = 0.012918829485636453 IOTAUSDT and XMRUSDT: p-value = 0.031186936037464214 IOTAUSDT and THETAUSDT: p-value = 0.00023161317442586406 IOTAUSDT and MITHUSDT: p-value = 0.00046585243555272805 XLMUSDT and LTCUSDT: p-value = 0.000530375582526246 XLMUSDT and ICXUSDT: p-value = 0.029161638109932983 XLMUSDT and ZILUSDT: p-value = 5.1735603272510206e-05 XLMUSDT and ZRXUSDT: p-value = 0.015376717606141848 XLMUSDT and XMRUSDT: p-value = 0.0371458828413033 XLMUSDT and IOSTUSDT: p-value = 0.028168787701555037 ONTUSDT and NEOUSDT: p-value = 0.015141615798510165 ONTUSDT and THETAUSDT: p-value = 0.01971451562626341 TRXUSDT and QTUMUSDT: p-value = 0.002180642641601732 TRXUSDT and ADAUSDT: p-value = 0.014047236690837638 TRXUSDT and XRPUSDT: p-value = 0.013355537409024463 TRXUSDT and ETCUSDT: p-value = 0.018400040702454122 TRXUSDT and VETUSDT: p-value = 0.0011627879858808166 TRXUSDT and TFUELUSDT: p-value = 0.0009931243119925698 TRXUSDT and WAVESUSDT: p-value = 0.010849167849631993 TRXUSDT and ONGUSDT: p-value = 0.0016971855821476937 TRXUSDT and HOTUSDT: p-value = 0.003285710969613443 TRXUSDT and FETUSDT: p-value = 0.011279869928940265 TRXUSDT and THETAUSDT: p-value = 0.02849186093588092 TRXUSDT and ENJUSDT: p-value = 0.016436505557937995 ETCUSDT and BNBUSDT: p-value = 0.033307001527587234 ETCUSDT and QTUMUSDT: p-value = 0.042857265925234346 ETCUSDT and ADAUSDT: p-value = 0.009735199226188181 ETCUSDT and XRPUSDT: p-value = 0.00044189259423252076 ETCUSDT and TRXUSDT: p-value = 0.005326481442434043 ETCUSDT and VETUSDT: p-value = 0.03210050300454629 ETCUSDT and TFUELUSDT: p-value = 1.6225614032420384e-05 ETCUSDT and HOTUSDT: p-value = 0.01701030059809722 ETCUSDT and FETUSDT: p-value = 0.049332528328750944 ETCUSDT and IOSTUSDT: p-value = 0.04493395969921926 ETCUSDT and THETAUSDT: p-value = 0.009644588165549044 ICXUSDT and IOTAUSDT: p-value = 0.0021141493052993024 ICXUSDT and XLMUSDT: p-value = 0.03124387696685143 ICXUSDT and VETUSDT: p-value = 0.009620508665866516 ICXUSDT and LINKUSDT: p-value = 0.01900257419831678 ICXUSDT and ZECUSDT: p-value = 0.016525594953041196 ICXUSDT and IOSTUSDT: p-value = 4.333426171802822e-05 ICXUSDT and DASHUSDT: p-value = 0.010147255559131553 ICXUSDT and MITHUSDT: p-value = 0.04598180770812542 NULSUSDT and NEOUSDT: p-value = 0.03199478424999355 NULSUSDT and LTCUSDT: p-value = 0.01462957789086122 NULSUSDT and IOTAUSDT: p-value = 0.04299969987944286 NULSUSDT and ONTUSDT: p-value = 0.03196111137022372 NULSUSDT and ICXUSDT: p-value = 0.039013693467249255 NULSUSDT and LINKUSDT: p-value = 0.012186422287252264 NULSUSDT and HOTUSDT: p-value = 0.031933895472867214 NULSUSDT and ZILUSDT: p-value = 0.03810457583402707 NULSUSDT and ZRXUSDT: p-value = 0.017982329720730356 NULSUSDT and ZECUSDT: p-value = 0.013198924080022599 NULSUSDT and DASHUSDT: p-value = 0.008282489877116538 VETUSDT and QTUMUSDT: p-value = 0.0019745343862183785 VETUSDT and ADAUSDT: p-value = 0.030800490096153505 VETUSDT and XRPUSDT: p-value = 0.007265922030648865 VETUSDT and TRXUSDT: p-value = 0.0012923958119772875 VETUSDT and ETCUSDT: p-value = 0.041571718418544124 VETUSDT and ICXUSDT: p-value = 0.014213652681690685 VETUSDT and TFUELUSDT: p-value = 0.00037368781868384716 VETUSDT and WAVESUSDT: p-value = 0.017454325829749862 VETUSDT and ONGUSDT: p-value = 0.00038211443395383437 VETUSDT and HOTUSDT: p-value = 0.0014140935811313164 VETUSDT and FETUSDT: p-value = 0.029590043977176704 VETUSDT and IOSTUSDT: p-value = 0.02000904322060722 VETUSDT and THETAUSDT: p-value = 0.002675175469179483 TFUELUSDT and BNBUSDT: p-value = 0.023709036529644373 TFUELUSDT and NEOUSDT: p-value = 0.0015988439647281493 TFUELUSDT and QTUMUSDT: p-value = 0.003811340716264895 TFUELUSDT and ADAUSDT: p-value = 0.030558404986872588 TFUELUSDT and XRPUSDT: p-value = 0.0008218736395146644 TFUELUSDT and IOTAUSDT: p-value = 0.011373951732491287 TFUELUSDT and TRXUSDT: p-value = 0.0014814852625577896 TFUELUSDT and ETCUSDT: p-value = 3.48110821022861e-05 TFUELUSDT and VETUSDT: p-value = 0.0012709981794564874 TFUELUSDT and WAVESUSDT: p-value = 0.001676723850093006 TFUELUSDT and ONGUSDT: p-value = 0.049166962889754216 TFUELUSDT and HOTUSDT: p-value = 0.04635174538159009 TFUELUSDT and XMRUSDT: p-value = 2.767187468129218e-05 TFUELUSDT and IOSTUSDT: p-value = 0.014749903506887959 TFUELUSDT and MITHUSDT: p-value = 0.014252555929897753 LINKUSDT and LTCUSDT: p-value = 0.020791074189353106 LINKUSDT and ICXUSDT: p-value = 0.012498643109715098 LINKUSDT and TFUELUSDT: p-value = 0.029125983830526773 LINKUSDT and ZRXUSDT: p-value = 0.0037418617731369065 WAVESUSDT and ADAUSDT: p-value = 0.0005193115567310744 WAVESUSDT and XRPUSDT: p-value = 0.0004803640959424218 WAVESUSDT and TRXUSDT: p-value = 0.01116972877720734 WAVESUSDT and VETUSDT: p-value = 0.015683923691441275 WAVESUSDT and TFUELUSDT: p-value = 0.001632307403118933 WAVESUSDT and ONGUSDT: p-value = 8.897822036597178e-05 WAVESUSDT and HOTUSDT: p-value = 0.006923414180555478 WAVESUSDT and FETUSDT: p-value = 0.0023848624756069073 WAVESUSDT and OMGUSDT: p-value = 0.042239187944367554 WAVESUSDT and THETAUSDT: p-value = 0.01907919031528317 ONGUSDT and ETHUSDT: p-value = 0.03418164222454803 ONGUSDT and BNBUSDT: p-value = 0.009574291195622732 ONGUSDT and QTUMUSDT: p-value = 0.022383863688809253 ONGUSDT and ADAUSDT: p-value = 0.009979372077112915 ONGUSDT and XRPUSDT: p-value = 0.005212552926376681 ONGUSDT and IOTAUSDT: p-value = 0.03279373127168058 ONGUSDT and TRXUSDT: p-value = 0.0018682625614575505 ONGUSDT and VETUSDT: p-value = 0.0014384162716002712 ONGUSDT and TFUELUSDT: p-value = 0.03851453444051624 ONGUSDT and WAVESUSDT: p-value = 0.00010944247282061185 ONGUSDT and HOTUSDT: p-value = 0.009880407045162276 ONGUSDT and FETUSDT: p-value = 0.0045138275361298035 ONGUSDT and ZECUSDT: p-value = 0.02512339216332203 ONGUSDT and IOSTUSDT: p-value = 0.04043581713586318 ONGUSDT and CELRUSDT: p-value = 0.02844544484061402 ONGUSDT and MITHUSDT: p-value = 0.014162854729723342 HOTUSDT and BNBUSDT: p-value = 0.005642443124151487 HOTUSDT and NEOUSDT: p-value = 0.010630349342222182 HOTUSDT and LTCUSDT: p-value = 0.028049883657917676 HOTUSDT and QTUMUSDT: p-value = 0.004187775851361762 HOTUSDT and ADAUSDT: p-value = 0.04540138723007128 HOTUSDT and XRPUSDT: p-value = 0.0009757359606236487 HOTUSDT and IOTAUSDT: p-value = 0.0004136196613687415 HOTUSDT and TRXUSDT: p-value = 0.002946582581370088 HOTUSDT and ETCUSDT: p-value = 0.023038088772145297 HOTUSDT and ICXUSDT: p-value = 0.02815373460464014 HOTUSDT and VETUSDT: p-value = 0.0004418611937400664 HOTUSDT and TFUELUSDT: p-value = 0.002736882181956781 HOTUSDT and WAVESUSDT: p-value = 0.002027025743238205 HOTUSDT and ONGUSDT: p-value = 0.002074399058452013 HOTUSDT and FETUSDT: p-value = 0.01381952176987598 HOTUSDT and XMRUSDT: p-value = 0.014738580578817521 HOTUSDT and ZECUSDT: p-value = 0.0031239795248804705 HOTUSDT and IOSTUSDT: p-value = 0.0021314815399895225 HOTUSDT and CELRUSDT: p-value = 0.022075735889754845 HOTUSDT and DASHUSDT: p-value = 0.008232886215015753 HOTUSDT and MITHUSDT: p-value = 7.936713044609909e-05 ZILUSDT and XLMUSDT: p-value = 7.672489711426052e-05 ZILUSDT and ZRXUSDT: p-value = 0.008057535481196766 ZILUSDT and DASHUSDT: p-value = 0.007673206504380555 ZRXUSDT and LTCUSDT: p-value = 0.031516847170026396 ZRXUSDT and IOTAUSDT: p-value = 0.008465189227427044 ZRXUSDT and XLMUSDT: p-value = 0.00038129060359230353 ZRXUSDT and NULSUSDT: p-value = 0.043684521215911605 ZRXUSDT and LINKUSDT: p-value = 0.004383454184476032 ZRXUSDT and ZILUSDT: p-value = 0.003984691668472593 ZRXUSDT and ZECUSDT: p-value = 0.04013312075248554 ZRXUSDT and DASHUSDT: p-value = 0.008625046213794639 FETUSDT and ETHUSDT: p-value = 0.0032540805292548022 FETUSDT and BNBUSDT: p-value = 0.01992014511527302 FETUSDT and QTUMUSDT: p-value = 0.03268987781990293 FETUSDT and ADAUSDT: p-value = 0.024321064051513113 FETUSDT and XRPUSDT: p-value = 0.018234422106845477 FETUSDT and TRXUSDT: p-value = 0.015630921797615792 FETUSDT and WAVESUSDT: p-value = 0.006153384549637882 FETUSDT and ONGUSDT: p-value = 0.00555368198429992 FETUSDT and HOTUSDT: p-value = 0.020139040359795895 FETUSDT and IOSTUSDT: p-value = 0.04434214650084845 FETUSDT and CELRUSDT: p-value = 0.03697809747917137 FETUSDT and OMGUSDT: p-value = 0.011542995984806417 FETUSDT and ATOMUSDT: p-value = 0.02747836420947689 BATUSDT and ENJUSDT: p-value = 0.017435534549406308 BATUSDT and ATOMUSDT: p-value = 0.04449409632942167 XMRUSDT and XLMUSDT: p-value = 0.032513155386996145 XMRUSDT and TFUELUSDT: p-value = 1.44519172772976e-05 XMRUSDT and ONGUSDT: p-value = 0.04662464521834138 XMRUSDT and HOTUSDT: p-value = 0.019729559931751548 XMRUSDT and THETAUSDT: p-value = 2.5593766382916506e-05 ZECUSDT and BTCUSDT: p-value = 0.02118435308769799 ZECUSDT and IOTAUSDT: p-value = 0.019511789459702455 ZECUSDT and TRXUSDT: p-value = 0.014622540412255244 ZECUSDT and ICXUSDT: p-value = 0.005893545239016798 ZECUSDT and NULSUSDT: p-value = 0.01731089414458054 ZECUSDT and VETUSDT: p-value = 0.0009057802145932459 ZECUSDT and TFUELUSDT: p-value = 0.024211653945636184 ZECUSDT and LINKUSDT: p-value = 0.0074150334632557624 ZECUSDT and ONGUSDT: p-value = 0.008515691267672766 ZECUSDT and HOTUSDT: p-value = 0.005912789318584449 ZECUSDT and ZRXUSDT: p-value = 0.018646891956238584 ZECUSDT and FETUSDT: p-value = 0.030155933947969366 ZECUSDT and XMRUSDT: p-value = 0.0178992454749315 ZECUSDT and THETAUSDT: p-value = 0.0036950575034267103 ZECUSDT and ENJUSDT: p-value = 0.018319786209498715 ZECUSDT and MITHUSDT: p-value = 0.02839592276194733 IOSTUSDT and QTUMUSDT: p-value = 0.020741865406909834 IOSTUSDT and XRPUSDT: p-value = 0.03905988270154119 IOSTUSDT and TRXUSDT: p-value = 0.026746727452408196 IOSTUSDT and ICXUSDT: p-value = 4.5223158669257086e-05 IOSTUSDT and VETUSDT: p-value = 0.026665228122729524 IOSTUSDT and TFUELUSDT: p-value = 0.02236192125267704 IOSTUSDT and ONGUSDT: p-value = 0.02570579932640748 IOSTUSDT and HOTUSDT: p-value = 0.007756516815858741 IOSTUSDT and THETAUSDT: p-value = 0.017439356894968703 CELRUSDT and ETHUSDT: p-value = 0.007872740648016813 CELRUSDT and BNBUSDT: p-value = 0.022548498815544906 CELRUSDT and ADAUSDT: p-value = 0.016611088524813914 CELRUSDT and ONEUSDT: p-value = 0.011402486757236402 CELRUSDT and ONGUSDT: p-value = 0.0325017879087498 CELRUSDT and FETUSDT: p-value = 0.022428194264663796 CELRUSDT and MATICUSDT: p-value = 0.008894583640021724 DASHUSDT and NEOUSDT: p-value = 0.0034063178504338313 DASHUSDT and LTCUSDT: p-value = 0.01203256376561881 DASHUSDT and EOSUSDT: p-value = 0.03219891639406372 DASHUSDT and XLMUSDT: p-value = 0.0008760793208605381 DASHUSDT and ICXUSDT: p-value = 0.004660120960575425 DASHUSDT and TFUELUSDT: p-value = 0.009746282146598223 DASHUSDT and LINKUSDT: p-value = 0.03058175363018977 DASHUSDT and HOTUSDT: p-value = 0.005899775713372347 DASHUSDT and ZILUSDT: p-value = 0.0011692866606455969 DASHUSDT and ZRXUSDT: p-value = 0.003098448835333505 DASHUSDT and IOSTUSDT: p-value = 0.008410923120450449 DASHUSDT and THETAUSDT: p-value = 5.7387057186007053e-05 DASHUSDT and MITHUSDT: p-value = 0.001154620227422098 OMGUSDT and ADAUSDT: p-value = 0.0403137300498529 OMGUSDT and ONEUSDT: p-value = 0.034217304549699096 OMGUSDT and WAVESUSDT: p-value = 0.0159006491262657 OMGUSDT and ONGUSDT: p-value = 0.02613794312190117 OMGUSDT and FETUSDT: p-value = 0.006276735020553407 OMGUSDT and ATOMUSDT: p-value = 0.04117968634950019 THETAUSDT and NEOUSDT: p-value = 3.410227932342851e-05 THETAUSDT and LTCUSDT: p-value = 0.012873435923293479 THETAUSDT and IOTAUSDT: p-value = 0.009828165241064314 THETAUSDT and XLMUSDT: p-value = 0.04973710797738839 THETAUSDT and TRXUSDT: p-value = 0.02635312749124799 THETAUSDT and ETCUSDT: p-value = 0.014946143508758482 THETAUSDT and VETUSDT: p-value = 0.0068997841316382515 THETAUSDT and WAVESUSDT: p-value = 0.024540063212832443 THETAUSDT and XMRUSDT: p-value = 3.672116590972747e-05 THETAUSDT and ZECUSDT: p-value = 0.010937393436062776 THETAUSDT and IOSTUSDT: p-value = 0.025285293539470566 THETAUSDT and DASHUSDT: p-value = 0.001011657735274626 THETAUSDT and MITHUSDT: p-value = 0.0034052294728844617 ENJUSDT and BNBUSDT: p-value = 0.007368156045778439 ENJUSDT and TRXUSDT: p-value = 0.024526932084486277 ENJUSDT and BATUSDT: p-value = 0.015697920396787555 ENJUSDT and ATOMUSDT: p-value = 0.01708886115936236 MITHUSDT and NEOUSDT: p-value = 0.04370076433897979 MITHUSDT and LTCUSDT: p-value = 0.008220798149492028 MITHUSDT and QTUMUSDT: p-value = 0.02329300761051094 MITHUSDT and IOTAUSDT: p-value = 0.00019474635959132236 MITHUSDT and ICXUSDT: p-value = 0.005245557903459309 MITHUSDT and VETUSDT: p-value = 0.02553451517053841 MITHUSDT and TFUELUSDT: p-value = 0.010239219755688998 MITHUSDT and ONGUSDT: p-value = 0.0042719837713634185 MITHUSDT and HOTUSDT: p-value = 3.5334849552023433e-05 MITHUSDT and BATUSDT: p-value = 0.014806455888968166 MITHUSDT and ZECUSDT: p-value = 0.032383828576708566 MITHUSDT and DASHUSDT: p-value = 0.006560933853022412 MITHUSDT and THETAUSDT: p-value = 0.0006217928037544199 MATICUSDT and BNBUSDT: p-value = 0.03431794557039632 MATICUSDT and ONEUSDT: p-value = 0.03274629846865262 MATICUSDT and CELRUSDT: p-value = 0.03781541470290243 ATOMUSDT and ETHUSDT: p-value = 0.014003139677686655 ATOMUSDT and ONEUSDT: p-value = 0.0030698077520654433 ATOMUSDT and FETUSDT: p-value = 0.03033057537430436 ATOMUSDT and BATUSDT: p-value = 0.023245696792688585 ATOMUSDT and CELRUSDT: p-value = 0.01721653317572078 ATOMUSDT and ENJUSDT: p-value = 0.0074358629487091725
